Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.13%
increased by 1.33%
1 Week
16.25%
increased by 1.45%
1 Month
16.68%
increased by 1.88%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6911 | 6.07 | |
| 0.0712 | 85.95 | |
| 0.9972 | 2,570.23 | |
| 5.3346 | 20.74 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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